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Tianjin Cap Envmntl Protn Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.06% (-1.00%)
Analysis last updated: Saturday, February 7, 2026 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tianjin Cap Envmntl Protn S0GARCH
paramt-stat
ω1.44825.72
α0.16656.92
β0.655614.58
γ1-0.2436-1.40
γ20.13620.51
γ30.60522.61
γ4-0.8559-2.94
γ50.35331.28
γ6-0.0138-0.06
γ70.27100.98
γ8-0.6448-2.32
γ90.81902.91
γ10-0.6115-2.31
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts